| CME Canadian Dollar Options |
| Trade Unit |
One Canadian dollar futures contract |
| Point Descriptions |
1 point = $.0001 per Canadian dollar = $10.00 per contract |
| Contract Listing |
Four months in the March cycle and two months not in the
March cycle, plus 4 weekly expirations. See note + |
| Strike Price Interval |
24 strikes up and down from At the money at .005 increments |
| Product Code |
Clearing
Calls/Puts=C1
Ticker Calls=CV
Ticker Puts=PV
Globex=6C
Weekly Expiration Options:
Floor
Calls=1CC/5CC
Puts=1CP/5CP
AON=LK
Globex
6C1-6C5
(100 Threshold)&
|
| Trading Venue: Floor |
| Hours |
7:20 a.m.-2:00 p.m.
LTD(2:00 p.m.)^ |
| Listed |
All listed series |
| Strike |
All listed intervals |
| Limits |
No limits |
| Minimum Fluctuation |
Regular |
0.0001=$10.00 |
| Cab |
0.00005=$5.00 |
| Special "Half Tick" |
0.00005=$5.00 for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades<0.0010. |
| Trading Venue: CME® Globex® |
| Hours |
Mon/Thurs 5:00 p.m.-7:15 a.m. & 2:00 p.m.-4:00 p.m.
Sun & Hol 5:00 p.m.-7:15 a.m
SxS effective 12/18/06
Mon/Thurs 5:00 p.m.-4:00 p.m.
Sun & Hol 3:00 p.m.-4:00 p.m. |
| Listed |
N/A |
| Strike |
24 strikes up & down, and including, the strike nearest the money. |
| Limits |
No limits |
| Minimum Fluctuation |
Regular |
0.0001=$10.00 |
| Cab |
0.00005=$5.00 |
| Special "Half Tick" |
0.00005=$5.00 for the premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades<0.0010. |
